MeLOn
Predict_GP.m File Reference

Functions

return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer *Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF % SUBSTITUTE GOODS OR SERVICES;LOSS OF USE, DATA, OR PROFITS;OR BUSINESS % INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY
 
return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer *Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY OR CONSEQUENTIAL WHETHER IN STRICT OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) % ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE
 
return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer *Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY OR CONSEQUENTIAL WHETHER IN STRICT OR EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE dot (X2, X2, 1)
 
return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer *Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY OR CONSEQUENTIAL WHETHER IN STRICT OR EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE dot (X1, X1, 1)') -2 *(X1' *X2)
 

Variables

file Predict_GP m brief Computes the prediction of Gaussian processes
 
file Predict_GP m brief Computes the prediction of Gaussian RWTH Aachen University n
 
file Predict_GP m brief Computes the prediction of Gaussian RWTH Aachen University Xiaopeng Lin
 
file Predict_GP m brief Computes the prediction of Gaussian RWTH Aachen University Xiaopeng Daniel Grothe
 
file Predict_GP m brief Computes the prediction of Gaussian RWTH Aachen University Xiaopeng Daniel and Alexander Mitsos date January function [prediction, std]
 
 x_test_scaled = zeros(size(x_test))
 
for i
 
end Compute prediction [n, D] = size(X)
 
 hyp = Opt.GP.hyp
 
 ell = exp(hyp.cov(1:D))
 
 sf2 = exp(2*hyp.cov(D+1))
 
if Opt GP cov
 
type of Martern else d = 1
 
end kxxT = zeros(n,n_test)
 
NoTrainingData points X NoTestData points k_x_x_T = zeros(n,n_test)
 
end k_x_x = k_x_x_T'
 
 expnK = exp(-sqrtK)
 
 sqrtK = []
 
end if Opt GP t = sqrtK
 
 m = (1 + t).*expnK
 
 mean = 0
 
 invK = Opt.GP.invK
 
 prediction_scaled = mean + k_x_x * invK * (yScaled - mean)
 
 K_M = zeros(n_test,n_test*D_test)
 
end Compute covariance matrix K = zeros(n_test,n_test)
 
 K_x = Opt.GP.K
 
 var_scaled = diag(K- k_x_x * invK *k_x_x')
 
 std = sqrt(var_scaled) * stdOfOutputs
 
return function D
 
return function Mo Chen All rights reserved Redistribution and use in source and binary forms
 
return function Mo Chen All rights reserved Redistribution and use in source and binary with or without modification
 
return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are met
 
return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer *Redistributions in binary form must reproduce the above copyright notice
 
return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer *Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED WARRANTIES
 
return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer *Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED INCLUDING
 
return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer *Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED TO
 
return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer *Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT
 
return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer *Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY INDIRECT
 
return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer *Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY INCIDENTAL
 
return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer *Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY SPECIAL
 
return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer *Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY EXEMPLARY
 
return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer *Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY OR CONSEQUENTIAL WHETHER IN CONTRACT
 
return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer *Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY OR CONSEQUENTIAL WHETHER IN STRICT LIABILITY
 
return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer *Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY OR CONSEQUENTIAL WHETHER IN STRICT OR EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE https
 
return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer *Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY OR CONSEQUENTIAL WHETHER IN STRICT OR EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE X2
 

Function Documentation

◆ DAMAGES()

return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer* Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY OR CONSEQUENTIAL DAMAGES ( INCLUDING  ,
BUT NOT LIMITED  TO,
PROCUREMENT OF % SUBSTITUTE GOODS OR SERVICES;LOSS OF  USE,
DATA  ,
OR PROFITS;OR BUSINESS %  INTERRUPTION 
)

◆ dot() [1/2]

return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer* Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY OR CONSEQUENTIAL WHETHER IN STRICT OR EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE dot ( X1  ,
X1  ,
 
)

◆ dot() [2/2]

return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer* Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY OR CONSEQUENTIAL WHETHER IN STRICT OR EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE dot ( X2  ,
X2  ,
 
)

◆ TORT()

return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer* Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY OR CONSEQUENTIAL WHETHER IN STRICT OR TORT ( INCLUDING NEGLIGENCE OR  OTHERWISE)

Variable Documentation

◆ CONTRACT

return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer* Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY OR CONSEQUENTIAL WHETHER IN CONTRACT

◆ cov

Sampling of W and b if Opt cov
Initial value:
= inf
d = Opt.GP.matern

◆ d

type of Martern else d = 1

◆ D

D
Initial value:
= sqdist(X1, X2)
% Copyright (c) 2016

◆ DIRECT

return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer* Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT

◆ ell

else data ell = exp(hyp.cov(1:D))

◆ EXEMPLARY

return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer* Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY EXEMPLARY

◆ expnK

else expnK = exp(-sqrtK)

◆ forms

return function Mo Chen All rights reserved Redistribution and use in source and binary forms

◆ function

file Predict_GP m brief Computes the prediction of Gaussian RWTH Aachen University Xiaopeng Daniel and Alexander Mitsos date January function[prediction, std]
Initial value:
= Predict_GP(x_test, X, Y, lb, ub, OptGP )
%% Calculate k(x,x*)
Opt.GP = OptGP

◆ Grothe

file Predict_GP m brief Computes the prediction of Gaussian RWTH Aachen University Xiaopeng Daniel Grothe

◆ https

return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer* Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY OR CONSEQUENTIAL WHETHER IN STRICT OR EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE https

◆ hyp

hyp = Opt.GP.hyp

◆ i

for i
Initial value:
= 1 : size(x_test,2)
x_test_scaled(:,i) = (x_test(:,i)-lb(i)) / (ub(i)-lb(i))

◆ INCIDENTAL

return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer* Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY INCIDENTAL

◆ INCLUDING

return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer* Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED INCLUDING

◆ INDIRECT

return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer* Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY INDIRECT

◆ invK

invK = Opt.GP.invK

◆ K

end K = zeros(n_test,n_test)

◆ K_M

K_M = zeros(n_test,n_test*D_test)

◆ K_x

K_x = Opt.GP.K

◆ k_x_x

end k_x_x = k_x_x_T'

◆ k_x_x_T

end k_x_x_T = zeros(n,n_test)

◆ kxxT

end kxxT = zeros(n,n_test)

◆ LIABILITY

return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer* Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY OR CONSEQUENTIAL WHETHER IN STRICT LIABILITY

◆ Lin

file Predict_GP m brief Computes the prediction of Gaussian RWTH Aachen University Xiaopeng Lin

◆ m

elseif Opt GP m = (1 + t).*expnK

◆ mean

mean = 0

◆ met

return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are met

◆ modification

return function Mo Chen All rights reserved Redistribution and use in source and binary with or without modification

◆ n

file Predict_GP m brief Computes the prediction of Gaussian RWTH Aachen University n
Initial value:
==============================================================================\n
%
% @author Artur Schweidtmann

◆ notice

return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer* Redistributions in binary form must reproduce the above copyright notice

◆ prediction

prediction = size(X)

◆ prediction_scaled

prediction_scaled = mean + k_x_x * invK * (yScaled - mean)

◆ processes

file Predict_GP m brief Computes the prediction of Gaussian processes
Initial value:
==============================================================================\n
% Aachener Verfahrenstechnik-Systemverfahrenstechnik

◆ sf2

data sf2 = exp(2*hyp.cov(D+1))

◆ SPECIAL

return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer* Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY SPECIAL

◆ sqrtK

sqrtK = []

◆ std

std = sqrt(var_scaled) * stdOfOutputs

◆ t

elseif Opt GP t = sqrtK

◆ TO

return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer* Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED TO

◆ var_scaled

var_scaled = diag(K- k_x_x * invK *k_x_x')

◆ WARRANTIES

return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer* Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED WARRANTIES

◆ X2

return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer* Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY OR CONSEQUENTIAL WHETHER IN STRICT OR EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE X2

◆ x_test_scaled

id x_test_scaled = zeros(size(x_test))
c
end c
Definition: Train_GP_and_return_hyperparameters.m:243
OptGP
id OptGP()
i
for i
Definition: Predict_GP.m:22
Opt
internal option for solver Opt
Definition: example_training_of_GP.m:48
X
lb+(ub-lb) .*X X
Definition: example_training_of_ANN.m:36
Y
Scale inputs onto interval[lb, ub] Y
Definition: example_training_of_ANN.m:38
size
Xnew size()
n
file Predict_GP m brief Computes the prediction of Gaussian RWTH Aachen University n
Definition: Predict_GP.m:8
X2
return function Mo Chen All rights reserved Redistribution and use in source and binary with or without are permitted provided that the following conditions are this list of conditions and the following disclaimer *Redistributions in binary form must reproduce the above copyright this list of conditions and the following disclaimer in the documentation and or other materials provided with the distribution THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS AND ANY EXPRESS OR IMPLIED BUT NOT LIMITED THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY OR CONSEQUENTIAL WHETHER IN STRICT OR EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE X2
Definition: Predict_GP.m:146
x_test_scaled
x_test_scaled
Definition: Predict_GP.m:21
ub
Define Lower bound of inputs ub
Definition: example_training_of_ANN.m:26
d
type of Martern else d
Definition: Predict_GP.m:36
lb
Input dimension of data GP lb
Definition: example_training_of_ANN.m:25